-72.0%
S vs DOC
-24.5%
-47.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -7.7% | -1.5% | -6.2% | -7.3% |
| 30D | -5.3% | -4.8% | -0.6% | -3.9% |
| 3M | +20.3% | +6.9% | +13.4% | +16.8% |
| 6M | +47.4% | +20.7% | +26.6% | +35.9% |
| YTD | +32.5% | +34.1% | -1.6% | +16.5% |
| 1Y | +9.5% | +22.6% | -13.1% | -0.2% |
| 3Y | +15.5% | +20.8% | -5.3% | +3.3% |
| All | -72.0% | -24.5% | -47.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling